NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
85.65 |
86.38 |
0.73 |
0.9% |
88.03 |
| High |
86.71 |
87.26 |
0.55 |
0.6% |
89.12 |
| Low |
85.61 |
85.81 |
0.20 |
0.2% |
85.95 |
| Close |
86.14 |
86.75 |
0.61 |
0.7% |
87.15 |
| Range |
1.10 |
1.45 |
0.35 |
31.8% |
3.17 |
| ATR |
1.66 |
1.64 |
-0.01 |
-0.9% |
0.00 |
| Volume |
28,458 |
40,224 |
11,766 |
41.3% |
280,585 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.96 |
90.30 |
87.55 |
|
| R3 |
89.51 |
88.85 |
87.15 |
|
| R2 |
88.06 |
88.06 |
87.02 |
|
| R1 |
87.40 |
87.40 |
86.88 |
87.73 |
| PP |
86.61 |
86.61 |
86.61 |
86.77 |
| S1 |
85.95 |
85.95 |
86.62 |
86.28 |
| S2 |
85.16 |
85.16 |
86.48 |
|
| S3 |
83.71 |
84.50 |
86.35 |
|
| S4 |
82.26 |
83.05 |
85.95 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.92 |
95.20 |
88.89 |
|
| R3 |
93.75 |
92.03 |
88.02 |
|
| R2 |
90.58 |
90.58 |
87.73 |
|
| R1 |
88.86 |
88.86 |
87.44 |
88.14 |
| PP |
87.41 |
87.41 |
87.41 |
87.04 |
| S1 |
85.69 |
85.69 |
86.86 |
84.97 |
| S2 |
84.24 |
84.24 |
86.57 |
|
| S3 |
81.07 |
82.52 |
86.28 |
|
| S4 |
77.90 |
79.35 |
85.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.12 |
84.56 |
4.56 |
5.3% |
1.65 |
1.9% |
48% |
False |
False |
42,023 |
| 10 |
89.12 |
84.56 |
4.56 |
5.3% |
1.54 |
1.8% |
48% |
False |
False |
46,652 |
| 20 |
89.12 |
81.00 |
8.12 |
9.4% |
1.50 |
1.7% |
71% |
False |
False |
31,019 |
| 40 |
89.12 |
78.62 |
10.50 |
12.1% |
1.61 |
1.9% |
77% |
False |
False |
20,447 |
| 60 |
89.12 |
72.04 |
17.08 |
19.7% |
1.70 |
2.0% |
86% |
False |
False |
15,685 |
| 80 |
89.12 |
72.04 |
17.08 |
19.7% |
1.54 |
1.8% |
86% |
False |
False |
12,431 |
| 100 |
89.12 |
72.04 |
17.08 |
19.7% |
1.45 |
1.7% |
86% |
False |
False |
10,431 |
| 120 |
89.12 |
72.04 |
17.08 |
19.7% |
1.31 |
1.5% |
86% |
False |
False |
9,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.42 |
|
2.618 |
91.06 |
|
1.618 |
89.61 |
|
1.000 |
88.71 |
|
0.618 |
88.16 |
|
HIGH |
87.26 |
|
0.618 |
86.71 |
|
0.500 |
86.54 |
|
0.382 |
86.36 |
|
LOW |
85.81 |
|
0.618 |
84.91 |
|
1.000 |
84.36 |
|
1.618 |
83.46 |
|
2.618 |
82.01 |
|
4.250 |
79.65 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.68 |
86.47 |
| PP |
86.61 |
86.19 |
| S1 |
86.54 |
85.91 |
|